Interest rate dynamics, derivatives pricing, and risk management
Lin Chen
| Year of publication: |
1996
|
|---|---|
| Authors: | Chen, Lin |
| Publisher: |
Berlin : Springer |
| Subject: | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Volatilität | Volatility | Zinsrisiko | Interest rate risk | Theorie | Theory | Derivat <Wertpapier> | Zinsänderungsrisiko | Risikomanagement | Zinsstrukturtheorie |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [d-nb.info] ; Description [zbmath.org] |
| Extent: | XII, 149 S. graph. Darst. |
|---|---|
| Series: | Lecture notes in economics and mathematical systems : LNEMS. - Cham : Springer, ISSN 0075-8442, ZDB-ID 121369-6. - Vol. 435 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Teilw. zugl.: Cambridge, Mass., Harvard Univ., Diss. |
| Notes: | Literaturverz. S. 143 - 149 brosch. : DM 66.00 |
| ISBN: | 3-540-60814-1 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Geld, Inflation, Kapitalmarkt ; Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013278137